WinHelp
This produces .HLP files, which have been used since the early 1990s and are still popular today. HtmlHelp is the successor to WinHelp but you still see a lot of new applications with WinHelp being used.

HTMLHelp
First became available with Windows 95b it is the de facto standard in Windows Help Authoring. It is very flexible and is widely used. This option creates compiled html files called .CHM files.

Website Help
This produces a website help system that will work on any platform. It includes Contents, an Index and a simple Search engine.

Documentation
Produces a Printable manual or an RTF file that you can edit and manipulate in MS Word or your favourite word processor.

PDF Help
This produces Adobe compatible PDF files that are not platform dependant. PDF files are very popular because they look like a printed manual and are searchable and when you print you get what you see.

Pocket PC Help
This will compile your Project into a single .HTM file, with Table of Contents and Index and all images converted to the correct format, suitable for use on portable devices.

wxWidgets
wxWidgets lets developers create applications for Win32, Mac OS X, GTK+, X11, Motif, WinCE, and more using one codebase. It can be used from languages such as C++, Python, Perl, and C#/.NET.